-35.1%
UPS vs NVTS
-20.2%
-14.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +0.9% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -2.7% | -18.0% | +15.3% | -1.9% |
| 3M | -1.6% | -45.6% | +44.0% | +0.6% |
| 6M | +2.3% | +28.5% | -26.1% | -0.5% |
| YTD | +5.6% | +56.2% | -50.6% | +1.1% |
| 1Y | +27.1% | +97.7% | -70.6% | +18.7% |
| 3Y | -26.3% | +35.0% | -61.3% | -31.9% |
| All | -35.1% | -20.2% | -14.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling